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F-Squared Investment Management, LLC

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13F filer, CIK 1512383, WELLESLEY, MA

F-Squared Investment Management, LLC reported $2,962,838,000 across 42 holdings for the quarter ended 2013-12-31, in a 13F-HR filed 2014-02-18. Its ten largest share positions make up 49.85% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001512383-14-000002

Period
2013-12-31
Reported value
$2.96B
Holdings
42
Top 10 weight
49.85%
New
8
Sold out
6

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FXGnew+3,885,948$139M
FEPadded+3,628,769$121M
FXLadded+3,869,950$116M
FXRadded+4,065,500$115M
FXHadded+2,392,139$115M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
FXUexited-1,379,032-$27.4M
IDUexited-242,157-$22.7M
MBBexited-194,331-$20.6M
PIMCO ETF TRexited-248,337-$20.4M
XLUexited-96,707-$3.61M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2013

Share positions as resolved from 13F-HR 0001512383-14-000002, largest first. % of portfolio is the value over $2,962,838,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FEPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,869,267 shares; 2013Q4: 5,498,036 shares 5,498,036$184M6.21%+3,628,769Timeline
FEMFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,031,718 shares; 2013Q4: 5,919,648 shares 5,919,648$147M4.96%+3,887,930Timeline
FXRFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,106,381 shares; 2013Q4: 5,171,881 shares 5,171,881$147M4.96%+4,065,500Timeline
FXLFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,019,748 shares; 2013Q4: 4,889,698 shares 4,889,698$146M4.93%+3,869,950Timeline
FXHFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 639,117 shares; 2013Q4: 3,031,256 shares 3,031,256$146M4.92%+2,392,139Timeline
FXZFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 937,874 shares; 2013Q4: 4,441,109 shares 4,441,109$144M4.86%+3,503,235Timeline
FXDFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 931,666 shares; 2013Q4: 4,423,451 shares 4,423,451$143M4.81%+3,491,785Timeline
FXOFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,396,739 shares; 2013Q4: 6,543,536 shares 6,543,536$142M4.8%+5,146,797Timeline
FXNFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,210,240 shares; 2013Q4: 5,546,457 shares 5,546,457$140M4.73%+4,336,217Timeline
FXGFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 3,885,948 shares 3,885,948$139M4.68%newTimeline
MINTPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 202,970 shares; 2013Q4: 932,217 shares 932,217$94.5M3.19%+729,247Timeline
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 211,967 shares; 2013Q4: 491,901 shares 491,901$91.3M3.08%+279,934Timeline
FLOTISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 405,147 shares; 2013Q4: 1,629,065 shares 1,629,065$82.6M2.79%+1,223,918Timeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,452 shares; 2013Q4: 440,780 shares 440,780$81.4M2.75%+438,328Timeline
XLYSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 438,919 shares; 2013Q4: 1,154,399 shares 1,154,399$77.1M2.6%+715,480Timeline
XLBSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 626,032 shares; 2013Q4: 1,645,874 shares 1,645,874$76.1M2.57%+1,019,842Timeline
XLFSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,306,079 shares; 2013Q4: 3,463,407 shares 3,463,407$75.7M2.56%+2,157,328Timeline
XLPSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 1,705,142 shares 1,705,142$73.3M2.47%newTimeline
IYWISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 290,331 shares; 2013Q4: 819,638 shares 819,638$72.5M2.45%+529,307Timeline
IYJISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 251,565 shares; 2013Q4: 710,358 shares 710,358$72M2.43%+458,793Timeline
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 636,096 shares 636,096$70.1M2.37%newTimeline
IYHISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 210,464 shares; 2013Q4: 600,643 shares 600,643$70M2.36%+390,179Timeline
IYEISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 480,452 shares; 2013Q4: 1,372,586 shares 1,372,586$69.3M2.34%+892,134Timeline
FJPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 457,878 shares; 2013Q4: 1,331,336 shares 1,331,336$62.1M2.1%+873,458Timeline
FIRST TRUSTFIRST TRUSTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 464,459 shares; 2013Q4: 1,363,911 shares 1,363,911$49.4M1.67%+899,452
FPAFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 592,927 shares; 2013Q4: 1,730,517 shares 1,730,517$48.9M1.65%+1,137,590Timeline
VGKVANGUARD INTL EQUITY INDEX FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 15,538 shares; 2013Q4: 816,473 shares 816,473$48M1.62%+800,935Timeline
HYSPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 195,000 shares; 2013Q4: 444,787 shares 444,787$47.3M1.6%+249,787Timeline
CORPPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 474,703 shares 474,703$47M1.59%newTimeline
EEMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 18,505 shares; 2013Q4: 964,225 shares 964,225$40.3M1.36%+945,720Timeline
LQDISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 308,788 shares 308,788$35.3M1.19%newTimeline
HYGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,633 shares; 2013Q4: 378,650 shares 378,650$35.2M1.19%+376,017Timeline
ISHARESISHARESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 25,162 shares; 2013Q4: 1,312,357 shares 1,312,357$15.9M0.54%+1,287,195
EWCISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 9,071 shares; 2013Q4: 474,726 shares 474,726$13.8M0.47%+465,655Timeline
EPPISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 5,378 shares; 2013Q4: 282,440 shares 282,440$13.2M0.45%+277,062Timeline
XLKSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 113,013 shares; 2013Q4: 157,189 shares 157,189$5.62M0.19%+44,176Timeline
XLISELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 78,455 shares; 2013Q4: 106,922 shares 106,922$5.59M0.19%+28,467Timeline
XLESELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 43,924 shares; 2013Q4: 61,421 shares 61,421$5.44M0.18%+17,497Timeline
XLVSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 71,763 shares; 2013Q4: 96,803 shares 96,803$5.37M0.18%+25,040Timeline
IJHISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 5,568 shares 5,568$745K0.03%newTimeline
SSOPROSHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 4,308 shares 4,308$442K0.01%newTimeline
MVVPROSHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q1: restricted; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 3,414 shares 3,414$433K0.01%newTimeline

Sold out in Q4 2013

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
FXUFIRST TR EXCHANGE-TRADED FD1,379,032$27.4Mshares
IDUISHARES TR242,157$22.7Mshares
MBBISHARES TR194,331$20.6Mshares
PIMCO ETF TRPIMCO ETF TR248,337$20.4Mshares
XLUSELECT SECTOR SPDR TR96,707$3.61Mshares
IEFISHARES TR2,244$229Kshares

How Q4 2013 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001512383-14-000002 base2014-02-18acceptance time not in the bulk data set